Ӧ�ø���ͳ�� 2014, 30(4) 423-438 DOI:      ISSN: 1001-4268 CN: 31-1256

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Robust Bayesian Analysis and its Applications for Factor Analytic Model with Normal Scale Mixing
Xia Yemao, Liu Yingan
School of Science, Nanjing Forestry University; College of Information Science and Technology, Nanjing Forestry University
Abstract:

To down-weight the influence of the distributional
deviations and outliers, in this paper, we carry out robust Bayesian analysis
for general factor analytic model combined with normal scale mixture model.
Gibbs sampler is used to draw random observations from the posterior.
Statistical inferences are carried out based on the empirical distribution
of these observations. Two real data sets are analyzed to illustrate the
effectiveness of the proposed method.

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